You are too moral

I had a manager once who said to me in an appraisal (utvecklingssamtal = Swedish) that I was too moral without explaining exactly what he meant. I got upset but did not show it. I mean would the same manager say to another employee: You are too immoral.
No, I do not think so! Why is that a problem to be moral!?

In today´s society we will have success if we behave bad and do immoral things by the looks of it!